This being the first time I've done anything like this, I was wondering, how do updates work? As far as I can tell, once you download the game it is completely disconnected from the internet, so how would that work? Would you download another version of the game, or is it actually connected to the internet and I just can't tell? I'm just trying to avoid having to pay another 19.99 to receive updates to the game.

You shouldn't need to pay anything more than the initial cost. Whenever we have new updates, you'll get an email at the address you used to purchase your copy, which will contain a new download link. This will continue at least until we have SC:G on Steam.

There's no point though when you'll need to buy it again. If you run out of downloads for whatever reason, send me a PM containing the email address you used for your copy and I'll see what I can do.